使用新链接对不平衡数据进行贝叶斯二元回归建模

Andson Nunes da Silva, S. Anyosa, Jorgelina Guzmán
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引用次数: 2

摘要

在这项工作中,我们以一种说教式的方式提出了使用新的链接函数对不平衡数据进行贝叶斯二元回归建模。在贝叶斯方法下,利用信息准则、预测评价测度和残差分析,结合两种应用,证明了在存在不平衡数据的情况下,使用功率和反向功率链路函数的模型优于传统模型。此外,还提供了使用Stan包提供的程序代码,以便于这些模型的使用。这项工作还包含一个模拟研究,显示了响应变量的不平衡如何影响逻辑回归参数的估计,与估计的偏差、均方误差和标准偏差有关,而与样本量无关。同时,考虑到两种应用,我们展示了如何使用文献中最近制定的具有功率和反向功率链路的二元回归模型来充分估计所考虑的不平衡类型的参数。
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Modelagem Bayesiano de regressão binária para dados desbalanceados usando novas ligações
In this work, we presented, in a didactic way, the Bayesian binary regression modeling for unbalanced data using new links functions. Under the Bayesian approach and using information criteria, predictive evaluation measures and introducing the analysis of residuals, we show that the models that use power and reverse power link functions are better than traditional models in the presence of unbalanced data, considering two applications. Additionally, codes with the procedures presented using the Stan package are made available in order to facilitate the use of these models. The work also contains a simulation study that shows how the unbalance in the response variable affects the estimation of the parameters of a logistic regression with respect to the bias, mean square error and standard deviation of the estimates, regardless of the sample size. At the same time, considering two applications, we show how binary regression models with the power and reverse power links recently formulated in the literature can be used to adequately estimate the parameters in the type of unbalance considered.
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来源期刊
Revista Brasileira de Biometria
Revista Brasileira de Biometria Agricultural and Biological Sciences-Agricultural and Biological Sciences (all)
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53 weeks
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